How do I turn off IE search history shared among devices?

I was online on my surface pro paying a cc. Later in the day I was on my windows phone 8.1 (Lumina 1020 updated) and I noticed in my search history from my phone was the same cc web site. Which I did not visit with my phone. I do not want my phone sharing my search history with my other machines. Is there a setting I am missing on my phone? My surface is not seeing my phone search history.